+892.4%
APP vs ETR
+146.5%
+745.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.6% | +9.8% |
| 7D | +71.2% | +0.4% | +70.8% | +70.9% |
| 30D | +39.1% | +7.5% | +31.5% | +36.5% |
| 3M | +16.5% | +4.4% | +12.1% | +15.1% |
| 6M | -16.6% | -1.5% | -15.0% | -16.6% |
| YTD | -41.9% | +21.8% | -63.7% | -47.3% |
| 1Y | -37.0% | +18.4% | -55.4% | -42.1% |
| 3Y | +892.4% | +148.5% | +743.9% | +742.1% |
| All | +892.4% | +146.5% | +745.9% | +742.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling